You need a router to share your internet connection.
Cable Modem --- Router --- DLAN Socket }--- DLAN Socket --- PC
.................................................. ...... }--- DLAN Socket --- Laptop
You could have purchased a wireless router to connect directly to the laptop, and thus not needing the wireless DLAN socket.
Look at manual
http://download.devolo.net/webcms/05..._en_online.pdf
Look at image under section 4.2 (Home networking option 2).
Ignore the ADSL modem as this will be your Virgin cable modem.